During industrial treatments, milk proteins could be oxidatively modified, thus leading to the formation of modified/oxidised amino acid residues. The apparition of such modified residues may contribute to the formation of new immunologically reactive structures. Some of these adducts could, in an advanced stage, lead to cross-linked protein species whose proteolytic susceptibility would be drastically decreased. Such protein species, that are resistant to digestion, could also constitute major food allergens. Therefore, these oxidative protein modifications tend to increase the natural allergenicity of milk proteins. For these reasons, monitoring milk protein oxidative modifications could be very useful regarding both product quality and allergenicity issues. In the present paper, we highlight, using different analytical approaches, the preferential carbonylation of β-lactoglobulin (β-Lg) during industrial treatments of milk. This result is particularly interesting since native β-Lg represents one of the major milk allergens.